CTASimplify Managed Futures Strategy ETF

Diversifier4y track recordRanked #37 of 281 in this goal

Seeks long term capital appreciation.

By Simplify Asset Management · Launched 2022

Annual Cost

0.75%

#4,069 of 6,040 · expensive

Fund Size

$1.6B

#907 of 6,040 · large

Return (1Y)

+14.0%

Track Record

4 years

#2,585 of 6,040 · seasoned

Performance

Total-return NAV · USD

Growth of $10,000

$11,440+14.4%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Managed futures

Holdings

By weight

Concentration

Top 10 holdings = 155.3% of fundconcentrated

Simplify Exchange Traded Funds

67.5%

United States Treasury Bills

63.2%

United States Treasury Bills

5.9%

United States Treasury Bills

4.5%

United States Treasury Bills

3.5%

United States Treasury Bills

3.3%

United States Treasury Bills

2.3%

United States Treasury Bills

2.0%

United States Treasury Bills

1.9%

ICE FUTURES EUROPE

1.4%

Asset allocation

Other

132.5%

Bonds

31.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

24.0%High

Year-on-year price swings

Max drawdown

-20.8%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.47Below average

Sortino (3Y)

0.67Moderate downside risk

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks long term capital appreciation.
Strategy: Invests in equity, U.S. Treasury, commodity, and foreign exchange futures contracts to capture economic benefits from rising trends. Positions are based on price trends and momentum signals, with up to 25% of assets in a wholly-owned subsidiary for commodity market exposure.
Inception date: March 7, 2022
Fund family: Simplify Asset Management